Merge pull request #33 from fortesenselabs/feature/environments

Reintegrate Nautilus Trader and Enhance TradeFlow Framework

.cargo/config.toml

@@ -0,0 +1,29 @@
+[target.'cfg(all())']
+rustflags = [
+    # https://rust-lang.github.io/rust-clippy/master/index.html#drop_non_drop
+    # Disable this lint as we explicitly drop even when `Drop` is not implemented
+    "-Aclippy::drop_non_drop",
+]
+
+[target.x86_64-pc-windows-msvc]
+rustflags = [
+    "-C", "target-feature=+crt-static",
+]
+
+[target.x86_64-apple-darwin]
+rustflags = [
+    "-C", "link-arg=-undefined",
+    "-C", "link-arg=dynamic_lookup",
+]
+
+[target.aarch64-apple-darwin]
+rustflags = [
+    "-C", "link-arg=-undefined",
+    "-C", "link-arg=dynamic_lookup",
+]
+
+[target.x86_64-unknown-linux-musl]
+linker = "rust-lld"
+rustflags = [
+    "-C", "target-feature=-crt-static",
+]

.docker/docker-compose.yml

@@ -0,0 +1,48 @@
+version: '3.5'
+
+services:
+  postgres:
+    container_name: nautilus-database
+    image: postgres
+    environment:
+      POSTGRES_USER: ${POSTGRES_USER:-postgres}
+      POSTGRES_PASSWORD: ${POSTGRES_PASSWORD:-pass}
+      POSTGRES_DATABASE: nautilus
+      PGDATA: /data/postgres
+    volumes:
+      - nautilus-database:/data/postgres
+    ports:
+      - "5432:5432"
+    networks:
+      - nautilus-network
+    restart: unless-stopped
+
+  pgadmin:
+    container_name: nautilus-pgadmin
+    image: dpage/pgadmin4
+    environment:
+      PGADMIN_DEFAULT_EMAIL: ${PGADMIN_DEFAULT_EMAIL:[email protected]}
+      PGADMIN_DEFAULT_PASSWORD: ${PGADMIN_DEFAULT_PASSWORD:-admin}
+    volumes:
+      - pgadmin:/root/.pgadmin
+    ports:
+      - "${PGADMIN_PORT:-5051}:80"
+    networks:
+      - nautilus-network
+    restart: unless-stopped
+
+  redis:
+    container_name: nautilus-redis
+    image: redis
+    ports:
+      - 6379:6379
+    restart: unless-stopped
+    networks:
+      - nautilus-network
+
+networks:
+  nautilus-network:
+
+volumes:
+  nautilus-database:
+  pgadmin:

.docker/jupyterlab.dockerfile

@@ -0,0 +1,7 @@
+ARG GIT_TAG
+FROM ghcr.io/nautechsystems/nautilus_trader:$GIT_TAG
+COPY --from=ghcr.io/nautechsystems/nautilus_data:main /opt/pysetup/catalog /catalog
+COPY docs/tutorials /opt/pysetup/tutorials
+RUN pip install jupyterlab datafusion
+ENV NAUTILUS_PATH="/"
+CMD ["python", "-m", "jupyterlab", "--port=8888", "--no-browser", "--ip=0.0.0.0", "--allow-root", "-NotebookApp.token=''", "--NotebookApp.password=''", "tutorials"]

.docker/nautilus_trader.dockerfile

@@ -0,0 +1,51 @@
+FROM python:3.12-slim AS base
+ENV PYTHONUNBUFFERED=1 \
+    PYTHONDONTWRITEBYTECODE=1 \
+    PIP_NO_CACHE_DIR=off \
+    PIP_DISABLE_PIP_VERSION_CHECK=on \
+    PIP_DEFAULT_TIMEOUT=100 \
+    PYO3_PYTHON="/usr/local/bin/python3" \
+    POETRY_VERSION=1.8.3 \
+    POETRY_HOME="/opt/poetry" \
+    POETRY_VIRTUALENVS_CREATE=false \
+    POETRY_NO_INTERACTION=1 \
+    PYSETUP_PATH="/opt/pysetup" \
+    RUST_TOOLCHAIN="stable" \
+    BUILD_MODE="release" \
+    CC="clang"
+ENV PATH="/root/.cargo/bin:$POETRY_HOME/bin:$PATH"
+WORKDIR $PYSETUP_PATH
+
+FROM base AS builder
+
+# Install build deps
+RUN apt-get update && \
+    apt-get install -y curl clang git libssl-dev make pkg-config && \
+    apt-get clean && \
+    rm -rf /var/lib/apt/lists/*
+
+# Install Rust
+RUN curl https://sh.rustup.rs -sSf | bash -s -- -y
+
+# Install Poetry
+RUN curl -sSL https://install.python-poetry.org | python3 -
+
+# Install package requirements (split step and with --no-root to enable caching)
+COPY poetry.lock pyproject.toml build.py ./
+RUN poetry install --no-root --only main
+
+# Build nautilus_trader
+COPY nautilus_core ./nautilus_core
+RUN (cd nautilus_core && cargo build --release --all-features)
+
+COPY nautilus_trader ./nautilus_trader
+COPY README.md ./
+RUN poetry install --only main --all-extras
+RUN poetry build -f wheel
+RUN python -m pip install ./dist/*whl --force --no-deps
+RUN find /usr/local/lib/python3.12/site-packages -name "*.pyc" -exec rm -f {} \;
+
+# Final application image
+FROM base AS application
+
+COPY --from=builder /usr/local/lib/python3.12/site-packages /usr/local/lib/python3.12/site-packages

.dockerignore

@@ -171,4 +171,213 @@ wenv
 .vscode
 poetry.lock
 
-*environment_ids.json
+*environment_ids.json
+
+
+### JetBrains template
+# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider
+# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839
+
+.git/
+**/.pack
+
+# User-specific stuff
+.idea/**/workspace.xml
+.idea/**/tasks.xml
+.idea/**/usage.statistics.xml
+.idea/**/dictionaries
+.idea/**/shelf
+
+# Generated files
+.idea/**/contentModel.xml
+
+# Sensitive or high-churn files
+.idea/**/dataSources/
+.idea/**/dataSources.ids
+.idea/**/dataSources.local.xml
+.idea/**/sqlDataSources.xml
+.idea/**/dynamic.xml
+.idea/**/uiDesigner.xml
+.idea/**/dbnavigator.xml
+
+# Gradle
+.idea/**/gradle.xml
+.idea/**/libraries
+
+# CMake
+cmake-build-*/
+
+# Mongo Explorer plugin
+.idea/**/mongoSettings.xml
+
+# File-based project format
+*.iws
+
+# IntelliJ
+out/
+
+# mpeltonen/sbt-idea plugin
+.idea_modules/
+
+# JIRA plugin
+atlassian-ide-plugin.xml
+
+# Cursive Clojure plugin
+.idea/replstate.xml
+
+# Crashlytics plugin (for Android Studio and IntelliJ)
+com_crashlytics_export_strings.xml
+crashlytics.properties
+crashlytics-build.properties
+fabric.properties
+
+# Editor-based Rest Client
+.idea/httpRequests
+
+# Android studio 3.1+ serialized cache file
+.idea/caches/build_file_checksums.ser
+
+### Python template
+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+share/python-wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+MANIFEST
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+cover/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+db.sqlite3
+db.sqlite3-journal
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+.pybuilder/
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
+#   intended to run in multiple environments; otherwise, check them in:
+.python-version
+
+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
+#   install all needed dependencies.
+#Pipfile.lock
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# Nautilus
+docs/
+tests/
+!docs/tutorials

.gitattributes

@@ -1 +1,10 @@
 *.tar.gz filter=lfs diff=lfs merge=lfs -text
+
+# Set standard UNIX/Linux/MacOSX line endings.
+* text=auto eol=lf
+
+# Denote all files that are truly binary and should not be modified.
+*.png binary
+*.ico binary
+*.jpg binary
+*.bz2 binary